Bounding Stationary Expectations of Markov Processes
From MaRDI portal
Recommendations
- CLOSED-FORM STOCHASTIC BOUNDS ON THE STATIONARY DISTRIBUTION OF MARKOV CHAINS
- Insensitive bounds for the stationary distribution of non-reversible Markov chains
- Bounding functions of Markov processes and the shortest queue problem
- Bounding reward measures of Markov models using the Markov decision processes.
- Perturbation bounds for the stationary distributions of Markov chains
Cited in
(25)- Moment analysis of stochastic hybrid systems using semidefinite programming
- Bounding stationary averages of polynomial diffusions via semidefinite programming
- The stationary probability density of a class of bounded Markov processes
- Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics
- scientific article; zbMATH DE number 4192767 (Why is no real title available?)
- Stationary lower probabilities and unstable averages
- Steady-state analysis of the join-the-shortest-queue model in the Halfin-Whitt regime
- Bounded truncation error for long-run averages in infinite Markov chains
- Bounds for the expected value of one-step processes
- Bounding functions of Markov processes and the shortest queue problem
- Asymptotically tight steady-state queue length bounds implied by drift conditions
- Diffusion models and steady-state approximations for exponentially ergodic Markovian queues
- CLOSED-FORM STOCHASTIC BOUNDS ON THE STATIONARY DISTRIBUTION OF MARKOV CHAINS
- Bounding reward measures of Markov models using the Markov decision processes.
- Kronecker-Based Infinite Level-Dependent QBD Processes
- Computing stationary expectations in level-dependent QBD processes
- Statistics of robust optimization: a generalized empirical likelihood approach
- Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations
- Bounds for deterministic and stochastic dynamical systems using sum-of-squares optimization
- Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
- A heavy-traffic perspective on departure process variability
- Optimal -correct best-arm selection for heavy-tailed distributions
- Model checking CSL for Markov population models
- On convergence of general truncation-augmentation schemes for approximating stationary distributions of Markov chains
- Computable bounds on the solution to Poisson's equation for general Harris chains
This page was built for publication: Bounding Stationary Expectations of Markov Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3626707)
